+162.2%
SLB vs HALO
+2,259.3%
-2,097.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +3.5% | -3.2% | +6.7% | +4.0% |
| 30D | +6.5% | -14.2% | +20.7% | +8.6% |
| 3M | -0.2% | -0.4% | +0.2% | -0.6% |
| 6M | -5.7% | +43.2% | -48.9% | -11.2% |
| YTD | +36.8% | +49.0% | -12.2% | +27.7% |
| 1Y | +45.8% | +40.8% | +4.9% | +37.0% |
| 3Y | +3.4% | +167.4% | -164.0% | -13.6% |
| 5Y | +76.1% | +157.4% | -81.2% | +45.2% |
| 10Y | -13.0% | +697.1% | -710.1% | -41.1% |
| All | +162.2% | +2,259.3% | -2,097.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling